Slain Russian opposition politician Boris Nemtsov's girlfriend Anna Duritskaya spoke to Dozhd TVYouTube/Dozhd TVPeople hold a banner of Kremlin critic Boris Nemtsov, who was shot dead on Friday night, during a march to commemorate him in central Moscow.Reuters

The girlfriend of murdered Russian opposition figure Boris Nemtsov has said authorities have barred her from leaving Moscow.

In the first interview since the killing, Anna Duritskaya, who was with Nemtsov when he was gunned down on a bridge overlooking the Kremlin at the end of last week, also said she didn't see much as everything happened very quickly.

Speaking to Russian independent channel Dozhd TV the 23-year-old model said she has been questioned several times by Russian investigators and is now living under constant police monitoring.

Duritskaya expressed the desire to return to her native Ukraine, where her mother lives, but said she has not been allowed to do so.

"I want to go back to my country to see my mother. But I am guarded, they do not allow me to go," she told Dozhd TV, according to the MailOnline. "They physically do not let me go out anywhere without them."

"They are not telling me when they will let me go, and what is the reason for keeping me here," she added. "They are explaining me that it is done for my safety."

Her mother Inna told CNN she fears police will try to implicate her daughter in the murder.

Duritskaya is one of the key witnesses in the case as she was walking alongside Nemtsov on Moscow's Great Moskvoretsky Bridge when he was shot four times in the back.

In the interview she said she wasn't able to see the gunman's face as the attacker came from behind.

"I didn't see anything," she said. "I turned around and all I saw was a light-coloured car. I saw neither the brand nor the license plate of the car when it was driving away."

No suspects have been arrested since Nemtsov, a fierce critic of Russian President Vladimir Putin, was shot dead.

Hours before his death, he had described Putin's policy in Ukraine as "mad" and "aggressive".

A former deputy prime minister, Nemtsov was also working on a report on Russia's alleged direct involvement in the eastern Ukraine conflict - something the Kremlin has long denied.

Putin's opponents have expressed concerns that the murder will be whitewashed or not properly investigated.

Their fears seemed to be well placed today (2 March), as investigating authorities made conflicting remarks on whether security cameras overlooking the crime scene were functioning at the time of the shooting.

Great Moskvoretsky Bridge lies metres away from the Kremlin, in one of central Moscow's most controlled areas.